+501.7%
SLYV vs VT
+363.9%
+137.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | 0.0% |
| 7D | +2.5% | -0.3% | +2.8% | +2.8% |
| 30D | +3.5% | -1.4% | +4.9% | +4.9% |
| 3M | -3.0% | -1.4% | -1.6% | -1.7% |
| 6M | +6.9% | +5.5% | +1.4% | +0.8% |
| YTD | +20.4% | +12.8% | +7.6% | +5.8% |
| 1Y | +26.1% | +15.4% | +10.7% | +8.3% |
| 3Y | +59.2% | +76.9% | -17.6% | -10.6% |
| 5Y | +36.3% | +60.4% | -24.1% | -15.4% |
| 10Y | +171.3% | +232.8% | -61.5% | -15.4% |
| All | +501.7% | +363.9% | +137.8% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling